Guangxin Jiang

According to our database, Guangxin Jiang authored at least 16 papers between 2015 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

PT-Tuning: Bridging the Gap between Time Series Masked Reconstruction and Forecasting via Prompt Token Tuning.

Hao Liu, Jinrui Gan, Xiaoxuan Fan, Yi Zhang, Chuanxian Luo, Jing Zhang, Guangxin Jiang, Yucheng Qian, Changwei Zhao, Huan Ma, Zhenyu Guo

CoRR, 2023

Sensitivity Analysis of CoVaR.

Han Fu, L. Jeff Hong, Guangxin Jiang

Proceedings of the 19th IEEE International Conference on Automation Science and Engineering, 2023

2022

An Intelligent End-to-End Neural Architecture Search Framework for Electricity Forecasting Model Development.

Jin Yang, Yingying Huang, Guangxin Jiang, Ying Chen

CoRR, 2022

Importance Sampling for CoVaR Estimation.

Guangxin Jiang, Xin Yun

Proceedings of the Winter Simulation Conference, 2022

Importance Sampling for Rare-Event Gradient Estimation.

Yuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu

Proceedings of the Winter Simulation Conference, 2022

2020

Online Risk Monitoring Using Offline Simulation.

Guangxin Jiang, L. Jeff Hong, Barry L. Nelson

INFORMS J. Comput., 2020

Reusing Simulation Outputs of Repeated Experiments Via Likelihood Ratio Regression.

Ben Feng, Guangxin Jiang

Proceedings of the Winter Simulation Conference, 2020

Online Risk Measure Estimation VIA Natural Gradient Boosting.

Xiaoting Cai, Yang Yang, Guangxin Jiang

Proceedings of the Winter Simulation Conference, 2020

2019

Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making.

L. Jeff Hong, Guangxin Jiang

Asia Pac. J. Oper. Res., 2019

2018

Importance Splitting for Finite-Time Rare Event Simulation.

Guangxin Jiang, Michael C. Fu

IEEE Trans. Autom. Control., 2018

On efficiencies of stochastic Optimization Procedures under Importance Sampling.

Henry Lam, Guangxin Jiang, Michael C. Fu

Proceedings of the 2018 Winter Simulation Conference, 2018

2016

On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes.

Guangxin Jiang, Chenglong Xu, Michael C. Fu

Oper. Res. Lett., 2016

Quantile sensitivity estimation for dependent sequences.

Guangxin Jiang, Michael C. Fu

J. Appl. Probab., 2016

A simulation analytics approach to dynamic risk monitoring.

Guangxin Jiang, L. Jeff Hong, Barry L. Nelson

Proceedings of the Winter Simulation Conference, 2016

2015

Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis.

Guangxin Jiang, Michael C. Fu

Oper. Res., 2015

Optimal importance sampling for simulation of lévy processes.

Guangxin Jiang, Michael C. Fu, Chenglong Xu

Proceedings of the 2015 Winter Simulation Conference, 2015